Climate gives an average wind speed that varies from place to place around the world.
Scotland/UK has really good resources for example.
A main factor as to how well suited the climate of a place is for wind power is how well jet streams line up, the UK gets a jet stream over it a lot of the time. Some of this energy filters down to lower in the atmosphere and can be captured, but Denmark is further North. There's also several other weather factors that also make the UK particularly good, and Denmark just not as good; but you'd have to talk to a meteorologist about that.
The bottom line is that Denmark is nothing special.
The real reason Denmark is using wind power is because of Norway; they can use Norway's hydroelectricity to buffer the variations in wind power. On average they use none of Norway's power, but at any given time they can be either borrowing or repaying the energy, or selling spare energy on to other countries to reduce their fossil fuel use. It works really well, and they're expanding its use, but the actual wind resources aren't considered to be very special.